| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -2.70 | 1.38 | -1.86 | 2.94 | -0.37 | 0.98 | -1.37 | 1.69 | -3.88 | -0.96 | 0.54 | -0.62 | -4.35 |
| 2020 | 6.15 | 1.98 | 7.02 | -0.44 | -3.32 | 1.02 | -0.54 | -0.83 | -4.36 | -1.06 | NA | NA | 5.14 |
| Statistic | 1 Month | 3 Month | 6 Month | 1 Year | 2 Year |
|---|---|---|---|---|---|
| Best | 7.02 | 15.85 | 15.23 | 14.45 | NA |
| Worst | -4.40 | -6.20 | -8.88 | -4.37 | NA |
| Average | 0.06 | 0.75 | 2.47 | 6.28 | NA |
| Median | -0.49 | -0.57 | 1.94 | 5.68 | NA |
| Last | -1.06 | -6.20 | -8.88 | 5.01 | NA |
| Winning (%) | 40.91 | 45.00 | 64.71 | 90.91 | NA |
| Avg. Pos. Period | 2.63 | 5.45 | 6.45 | 7.35 | NA |
| Avg. Neg. Period | -1.72 | -3.09 | -4.83 | -4.37 | NA |
| # Of Periods | 22.00 | 20.00 | 17.00 | 11.00 | NA |
| Statistic | Value |
|---|---|
| Annualized Std.Deviation | 9.81 |
| Maximum Drawdown | 9.28 |
| Month to Recover | 8.00 |
| Worst Month | -4.40 |
| Losing Months (%) | 59.09 |
| Average Losing Month | -1.72 |
| Loss Deviation | 1.40 |
| Correlation vs MSCI World TR | -0.53 |
| Correlation vs Bloomberg Agri | -0.46 |
| Statistic | Value |
|---|---|
| Last Month | -1.06 |
| Year To Date | 5.10 |
| 3 Month ROR | -6.20 |
| 12 Month ROR | 5.01 |
| 36 Month ROR | NA |
| Total Return | 0.51 |
| Compound ROR | 0.28 |
| Best Month | 7.02 |
| Winning Months (%) | 40.91 |
| Number | Depth (%) | Length (Months) | Recovery (Months) | Start | End |
|---|---|---|---|---|---|
| 1 | -9.28 | 8 | NA | 2020-04-30 | NA |
| 2 | -4.89 | 5 | 1 | 2019-09-30 | 2020-01-31 |
| 3 | -3.19 | 6 | 3 | 2019-01-31 | 2019-06-30 |
| 4 | -1.37 | 2 | 1 | 2019-07-30 | 2019-08-30 |
